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You don't have to register a Kindle to use it. You do have to register it if you want to use the WiFi or catagories (folders). There are people who simply buy the Kindle and side load books to their little hearts content.
I don't know for certain but I would guess that the same is true for any of the major e-readers. Certain features might not be available but that you basic ereader works just fine with sideloaded content. Someone with a Nook, Kobo, and SOny will have to chime in to confirm this.
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